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Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…

Machine Learning · Computer Science 2023-09-08 Junpeng Lin , Ziyue Li , Zhishuai Li , Lei Bai , Rui Zhao , Chen Zhang

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths,…

Methodology · Statistics 2015-03-25 Alexandros Beskos , Joseph Dureau , Konstantinos Kalogeropoulos

We introduce an interpretable deep learning approach for direction of arrival (DOA) estimation with a single snapshot. Classical subspace-based methods like MUSIC and ESPRIT use spatial smoothing on uniform linear arrays for single snapshot…

Signal Processing · Electrical Eng. & Systems 2023-12-01 Ruxin Zheng , Shunqiao Sun , Hongshan Liu , Honglei Chen , Jian Li

Dynamical processes can be transformed into graphs through a family of mappings called visibility algorithms, enabling the possibility of (i) making empirical data analysis and signal processing and (ii) characterising classes of dynamical…

Chaotic Dynamics · Physics 2015-06-18 Lucas Lacasa

Direction of Arrival (DOA) estimation serves as a critical sensing technology poised to play a vital role in future intelligent and ubiquitous communication systems. Despite the development of numerous mature super-resolution algorithms,…

Signal Processing · Electrical Eng. & Systems 2025-12-23 Jiaji Ren , Ye Tian , Baiyang Liu , Tuo Wu , Wei Liu , Kai-Kit Wong , Kin-Fai Tong , Kwai-Man Luk

We address the problem of search-free direction of arrival (DOA) estimation for sensor arrays of arbitrary geometry under the challenging conditions of a single snapshot and coherent sources. We extend a method of searchfree…

Signal Processing · Electrical Eng. & Systems 2018-12-05 A. Govinda Raj , J. H. McClellan

Understanding causal relationships in multivariate time series is crucial in many scenarios, such as those dealing with financial or neurological data. Many such time series exhibit multiple regimes, i.e., consecutive temporal segments with…

Machine Learning · Computer Science 2025-10-24 Abdellah Rahmani , Pascal Frossard

We propose a Bayesian methodology for one-mode projecting a bipartite network that is being observed across a series of discrete time steps. The resulting one mode network captures the uncertainty over the presence/absence of each link and…

Machine Learning · Statistics 2012-12-13 Ioannis Psorakis , Iead Rezek , Zach Frankel , Stephen J. Roberts

The angle of Arrival (AoA) estimation is of great interest in modern communication systems. Traditional maximum likelihood-based iterative algorithms are sensitive to initialization and cannot be used online. We propose a Bayesian method to…

Signal Processing · Electrical Eng. & Systems 2021-10-18 Akshay Sharma , Nancy Nayak , Sheetal Kalyani

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

This paper presents a method for real-time estimation of 2-dimensional direction of arrival (2D-DOA) of one or more sound sources using a nonlinear array of three microphones. 2D-DOA is estimated employing frame-level time difference of…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-10 Anton Kovalyov , Kashyap Patel , Issa Panahi

The signal processing community currently witnesses the emergence of sensor array processing and Direction-of-Arrival (DoA) estimation in various modern applications, such as automotive radar, mobile user and millimeter wave indoor…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Marius Pesavento , Minh Trinh-Hoang , Mats Viberg

Direction-of-arrival (DOA) estimation is widely applied in acoustic source localization. A multi-frequency model is suitable for characterizing the broadband structure in acoustic signals. In this paper, the continuous (gridless) DOA…

Signal Processing · Electrical Eng. & Systems 2023-03-22 Yifan Wu , Michael B. Wakin , Peter Gerstoft

This paper investigates the combination of parametric channel estimation with minimum mean square error (MMSE) estimation. We propose a direction-of-arrival (DoA)-aided two-stage channel estimation technique that utilizes the decomposition…

Signal Processing · Electrical Eng. & Systems 2024-04-29 Franz Weißer , Nurettin Turan , Wolfgang Utschick

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Seamless situational awareness provided by modern radar systems relies on effective methods for multiobject tracking (MOT). This paper presents a graph-based Bayesian method for nonlinear and high-dimensional MOT problems that embeds…

Signal Processing · Electrical Eng. & Systems 2021-03-17 Wenyu Zhang , Florian Meyer

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

In this work, we propose a subspace-based algorithm for direction-of-arrival (DOA) estimation applied to the signals impinging on a two-level nested array, referred to as multi-step knowledge-aided iterative nested MUSIC method…

Signal Processing · Electrical Eng. & Systems 2018-11-21 S. Pinto , R. C. de Lamare

In this work, we propose a subspace-based algorithm for DOA estimation which iteratively reduces the disturbance factors of the estimated data covariance matrix and incorporates prior knowledge which is gradually obtained on line. An…

Signal Processing · Electrical Eng. & Systems 2018-05-02 S. F. B. Pinto , R. C. de Lamare

Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DAG model for dependent data which assumes the observations…

Machine Learning · Statistics 2021-07-30 Hangjian Li , Oscar Hernan Madrid Padilla , Qing Zhou
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